ECBOT 5 Year T-Note Future September 2023
Trading Metrics calculated at close of trading on 25-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
104-310 |
105-038 |
0-048 |
0.1% |
105-158 |
High |
105-062 |
105-065 |
0-002 |
0.0% |
105-202 |
Low |
104-302 |
105-020 |
0-038 |
0.1% |
104-272 |
Close |
105-038 |
105-028 |
-0-010 |
0.0% |
105-038 |
Range |
0-080 |
0-045 |
-0-035 |
-43.8% |
0-250 |
ATR |
0-123 |
0-118 |
-0-006 |
-4.5% |
0-000 |
Volume |
201 |
103 |
-98 |
-48.8% |
1,561 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-172 |
105-145 |
105-052 |
|
R3 |
105-128 |
105-100 |
105-040 |
|
R2 |
105-082 |
105-082 |
105-036 |
|
R1 |
105-055 |
105-055 |
105-032 |
105-046 |
PP |
105-038 |
105-038 |
105-038 |
105-033 |
S1 |
105-010 |
105-010 |
105-023 |
105-001 |
S2 |
104-312 |
104-312 |
105-019 |
|
S3 |
104-268 |
104-285 |
105-015 |
|
S4 |
104-222 |
104-240 |
105-003 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-174 |
107-036 |
105-175 |
|
R3 |
106-244 |
106-106 |
105-106 |
|
R2 |
105-314 |
105-314 |
105-083 |
|
R1 |
105-176 |
105-176 |
105-060 |
105-120 |
PP |
105-064 |
105-064 |
105-064 |
105-036 |
S1 |
104-246 |
104-246 |
105-015 |
104-190 |
S2 |
104-134 |
104-134 |
104-312 |
|
S3 |
103-204 |
103-316 |
104-289 |
|
S4 |
102-274 |
103-066 |
104-220 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105-202 |
104-272 |
0-250 |
0.7% |
0-084 |
0.3% |
30% |
False |
False |
317 |
10 |
105-318 |
104-272 |
1-045 |
1.1% |
0-088 |
0.3% |
21% |
False |
False |
434 |
20 |
106-250 |
104-272 |
1-298 |
1.8% |
0-104 |
0.3% |
12% |
False |
False |
285,857 |
40 |
107-122 |
104-272 |
2-170 |
2.4% |
0-125 |
0.4% |
9% |
False |
False |
886,288 |
60 |
108-025 |
104-272 |
3-072 |
3.1% |
0-140 |
0.4% |
7% |
False |
False |
974,760 |
80 |
109-155 |
104-272 |
4-202 |
4.4% |
0-151 |
0.4% |
5% |
False |
False |
1,006,052 |
100 |
111-310 |
104-272 |
7-038 |
6.8% |
0-158 |
0.5% |
3% |
False |
False |
942,259 |
120 |
111-310 |
104-272 |
7-038 |
6.8% |
0-156 |
0.5% |
3% |
False |
False |
785,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105-256 |
2.618 |
105-183 |
1.618 |
105-138 |
1.000 |
105-110 |
0.618 |
105-093 |
HIGH |
105-065 |
0.618 |
105-048 |
0.500 |
105-042 |
0.382 |
105-037 |
LOW |
105-020 |
0.618 |
104-312 |
1.000 |
104-295 |
1.618 |
104-267 |
2.618 |
104-222 |
4.250 |
104-149 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
105-042 |
105-021 |
PP |
105-038 |
105-015 |
S1 |
105-032 |
105-009 |
|